Ihave run tyre tread low before, usually resulting in either a spin or skid. Last time, I hit a huge puddle on motorway and was pulled across one lane, next day put new tyres on!
On a very high mileage Audi A4, I used a tyre supplier who specialises in nearly new tyres imported from Germany. Usually 50% price of new, with little wear, so you do not need to go mad, just to ensure safety at speed etc
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Would you mind PM'ing me with details of your supplier. I have a high mileage Rover v6 on which I use similar tyres but the people I use have changed hands and no longer seem to get the quality part worns I have been accustomed to.